The easiest answer would be that Hercules was the strongest individual, Achilles was the most skilled fighter, and that Alexander the Great was the greatest general.
Unfortunately, this answer is far from complete. The question is essentially impossible to answer. In order to answer the question in any meaningful way the sources must be considered, and the sources for these three individuals is woefully inadequate.
Hercules is a purely mythological figure, and (unless one accepts Euhemerus' theory that mythological figures are based on vaguely remembered kings and heroes of the past) has no historical basis. To try to compare a mythological figure to a Alexander the Great, a historical figure, is nonsense.
Achilles is more complicated than Hercules; he may be a mix of myth and legend. Although most of what we know about him is undoubtedly fiction, such as the suggestion that he is the son of Thetis, a nymph. On the other hand, recent archaeological finds in Asia minor have strongly suggested that the siege of Troy actually did occur in the far past (perhaps the 11th century B.C.).
Even Alexander is problematic. Despite being a historical figure, we have no surviving firsthand accounts from his life. Even during his own life he was heavily mythologized, and as a result it is very difficult to separate fact from fiction in the surviving accounts we have of his life.
To sum it up, it has to be Hercules, the son of Zeus. He killed like eight unkillable monsters, and he once held the weight of the entire sky on his solders, and he eventually became a legitimate god. Achilles is skilled and all, but he was killed by an arrow. And while Alexander might be arguably the greatest tactician to have ever lived, and one of the most courageous to boot, he was still just a man.